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Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

Machine Learning · Statistics 2024-02-06 Lam Ngo , Huong Ha , Jeffrey Chan , Vu Nguyen , Hongyu Zhang

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…

Machine Learning · Computer Science 2024-07-11 Natalie Maus , Zhiyuan Jerry Lin , Maximilian Balandat , Eytan Bakshy

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

We investigate the unconstrained global optimization of functions with low effective dimensionality, that are constant along certain (unknown) linear subspaces. Extending the technique of random subspace embeddings in [Wang et al., Bayesian…

Optimization and Control · Mathematics 2020-03-24 Coralia Cartis , Adilet Otemissov

Coarse-grained (CG) force field models are extensively utilised in material simulations due to their scalability. Traditionally, these models are parameterized using hybrid strategies that integrate top-down and bottom-up approaches;…

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Machine Learning · Statistics 2018-08-22 Umberto Noè , Dirk Husmeier

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization…

Machine Learning · Computer Science 2016-02-23 Saul Toscano-Palmerin , Peter I. Frazier

Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa , Dae Hyun Kim

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…

Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…

Machine Learning · Computer Science 2025-08-27 Quanlin Chen , Yiyu Chen , Jing Huo , Tianyu Ding , Yang Gao , Yuetong Chen

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation…

Computational Engineering, Finance, and Science · Computer Science 2024-01-23 Hauke Maathuis , Roeland De Breuker , Saullo G. P. Castro

This paper focuses on Bayesian Optimization (BO) for objectives on combinatorial search spaces, including ordinal and categorical variables. Despite the abundance of potential applications of Combinatorial BO, including chipset…

Machine Learning · Statistics 2019-10-29 Changyong Oh , Jakub M. Tomczak , Efstratios Gavves , Max Welling

In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems…

Machine Learning · Statistics 2020-06-25 Masahiro Nomura

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

Machine Learning · Statistics 2016-09-08 P. S. Koutsourelakis , Elias Bilionis

Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly.…

Machine Learning · Statistics 2016-08-18 Doniyor Ulmasov , Caroline Baroukh , Benoit Chachuat , Marc Peter Deisenroth , Ruth Misener

Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient…

Machine Learning · Computer Science 2022-10-07 Ben Tu , Axel Gandy , Nikolas Kantas , Behrang Shafei

Designing search algorithms for finding global optima is one of the most active research fields, recently. These algorithms consist of two main categories, i.e., classic mathematical and metaheuristic algorithms. This article proposes a…

Neural and Evolutionary Computing · Computer Science 2018-09-26 Benyamin Ghojogh , Saeed Sharifian , Hoda Mohammadzade